+3,207.6%
MAR vs KIM
+817.0%
+2,390.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +2.9% | +2.8% | +0.1% | +1.5% |
| 30D | +17.0% | +15.9% | +1.2% | +8.8% |
| 3M | +23.2% | +7.8% | +15.4% | +18.6% |
| 6M | +21.7% | +11.9% | +9.9% | +14.9% |
| YTD | +38.9% | +31.0% | +7.8% | +21.3% |
| 1Y | +48.7% | +32.3% | +16.3% | +29.3% |
| 3Y | +122.9% | +65.5% | +57.4% | +71.6% |
| 5Y | +177.5% | +37.2% | +140.3% | +130.9% |
| 10Y | +537.5% | +63.9% | +473.6% | +339.4% |
| All | +3,207.6% | +817.0% | +2,390.6% | +984.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling